+1,244.2%
EWY vs ETR
+2,047.0%
-802.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | 0.0% |
| 7D | +8.0% | +1.4% | +6.6% | +7.4% |
| 30D | +14.3% | +1.9% | +12.5% | +13.4% |
| 3M | +2.3% | +1.0% | +1.3% | +1.7% |
| 6M | +49.9% | +4.8% | +45.0% | +45.6% |
| YTD | +95.3% | +19.5% | +75.8% | +79.1% |
| 1Y | +161.7% | +28.1% | +133.6% | +132.5% |
| 3Y | +230.2% | +151.1% | +79.0% | +110.6% |
| 5Y | +148.1% | +125.2% | +23.0% | +62.8% |
| 10Y | +293.2% | +291.1% | +2.0% | +88.3% |
| All | +1,244.2% | +2,047.0% | -802.8% | +385.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ETR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling